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NANO-X IMAGING LTD Ordinary Shares NNOX

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Market datapartial · fetched 2026-10-22T22:24:31.730Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:09:57.25443042Z

FundamentalsAlpha Vantage · unavailable

Share price$0.40
1D-1.2%
AH$0.37$0.38$0.39$0.40$0.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNNOX
Sold putSold callAH

NANO-X IMAGING LTD Ordinary Shares options

Live interpolated NNOX call and put midpoint premiums by absolute delta.NANO-X IMAGING LTD Ordinary Shares$0.00$0.35$0.70$1.05$1.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENNOX PRICE$0.04$0.30$1.21$1.30
PutsExpensive2.10×
CallsExpensive2.87×
SkewBullish-92.64 pp
Implied move——
TiltBearish97.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.68398.9%336.2%
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ0.67170.0%6.1%
75Δ1.57390.0%9.6%
80Δ1.67358.7%7.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.68
IV
398.9%
B/E move
336.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.67
IV
170.0%
B/E move
6.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.57
IV
390.0%
B/E move
9.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.67
IV
358.7%
B/E move
7.2%

Options history

No recorded observations